Herbert Blank

  • Features

    The challenge ahead

    December 2002 (Magazine)

  • Features

    Challenge for active managers

    July 2002 (Magazine)

    Enhanced indexing is a quantitatively structured alternative to active management. Unlike indexing that seeks to replicate the returns of a market index, enhanced indexing seeks to exceed index performance, generally within some pre-specified risk parameters. Enhancements are generally achieved in two ways: q by the use of index futures in ...